LEADER 02691nam 2200613 a 450 001 9910459912003321 005 20200520144314.0 010 $a3-8366-0842-1 035 $a(CKB)2670000000068959 035 $a(EBL)616688 035 $a(OCoLC)700699869 035 $a(SSID)ssj0000534054 035 $a(PQKBManifestationID)12232351 035 $a(PQKBTitleCode)TC0000534054 035 $a(PQKBWorkID)10506418 035 $a(PQKB)10725815 035 $a(SSID)ssj0000788264 035 $a(PQKBManifestationID)11957358 035 $a(PQKBTitleCode)TC0000788264 035 $a(PQKBWorkID)10822803 035 $a(PQKB)22812248 035 $a(MiAaPQ)EBC616688 035 $a(WaSeSS)Innodata00048244 035 $a(Au-PeEL)EBL616688 035 $a(CaPaEBR)ebr10482746 035 $a(EXLCZ)992670000000068959 100 $a20110803d2008 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aApplications of credit derivatives$b[electronic resource] $eopportunities and risks involved in credit derivatives /$fHarald Seemann 210 $aHamburg $cDruck Diplomica$d2008 215 $a1 online resource (98 p.) 225 1 $aDiplomarbeit 300 $aDescription based upon print version of record. 311 $a3-8366-5842-9 320 $aIncludes bibliographical references. 327 $aApplications of Credit Derivatives; Table of Contents; Illustration Index; Table Index; Abbreviation Index; 1. Current Issue; 2. Credit Risk Management - Foundations; 3. Applications of Credit Derivatives; 4. Pricing of Credit Derivatives; 5. Evaluation of Credit Derivatives; Bibliography; Appendices 330 $aHauptbeschreibungThis study begins with a general introduction to the credit derivatives market and gives arguments for the growth catalysts which have driven the development to the current state. The financial participants in this market are presented as well. A comparison between market risk and credit risk follows to show the clear transition that helped credit risk to become an asset class. After that, a link to the recent Basel II guidelines is established in order to show the policies that banks have to consider when trading with credit risk.Chapter 2 deals with the histor 410 0$aDiplomarbeit. 606 $aCredit derivatives 608 $aElectronic books. 615 0$aCredit derivatives. 676 $a332.63/2 700 $aSeemann$b Harald$0977080 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910459912003321 996 $aApplications of credit derivatives$92225833 997 $aUNINA